Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47872.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46477.7 Kr¶

PnL: ---------------------------------------> -410.87 Kr¶

DD now: ---------------------------------> -1.557 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:19:40.006210'

Anic Portfolio¶

Today¶

Return: -0.084 %¶

This Week¶

Return: -0.084 %¶

Total¶

Return: 56.723 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.160000 2814.000000 178.000000 6.750000 2636.000010
Boozt 12 1.420000 1710.000000 56.000000 3.390000 1653.999996
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 2.500000 628.940000 51.940000 9.000000 576.999999
AcadeMedia 12 1.330000 601.200000 44.200000 7.940000 557.000004
Samhällsbyggnadsbo. i Norden B 20 4.050000 396.000000 41.000000 11.550000 355.000000
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
HMS Networks 2 3.970000 712.000000 39.000000 5.790000 673.000000
Resurs Holding 22 0.040000 601.260000 27.260000 4.750000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 2.010000 546.800000 19.800000 3.760000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
SAAB B 8 -1.370000 3392.800000 15.800000 0.470000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Securitas B 6 2.110000 575.880000 5.880000 1.030000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.550000 538.200000 4.200000 0.790000 533.999999
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.690000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Nordea Bank Abp 29 -0.130000 3444.040000 -9.960000 -0.290000 3453.999992
Essity B 2 -2.390000 563.600000 -10.400000 -1.810000 574.000000
Midsona B 63 1.690000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.290000 571.500000 -23.070000 -3.880000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.210000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 -0.870000 1436.400000 -227.600000 -13.680000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -0.540000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46477.700000 -410.870000 -1.55715% 46888.564618

Updated:¶

'2023-01-23 16:19:52.778331'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶